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Decision-making problems of sequential nature, where decisions made in the past may have an impact on the future, are used to model many practically important applications. In some real-world applications, feedback about a decision is…

Machine Learning · Computer Science 2023-03-02 Ronald C. van den Broek , Rik Litjens , Tobias Sagis , Luc Siecker , Nina Verbeeke , Pratik Gajane

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

Machine Learning · Statistics 2016-02-16 Yifan Wu , Roshan Shariff , Tor Lattimore , Csaba Szepesvári

Two-sided matching platforms rely on preferences from both sides, yet participants can evaluate only a small fraction of potential partners. In practice, they use low-cost pre-match screening, e.g., interviews, profile views, or trial…

Computer Science and Game Theory · Computer Science 2026-05-26 Amirmahdi Mirfakhar , Xuchuang Wang , Mengfan Xu , Hedyeh Beyhaghi , Mohammad Hajiesmaili

The Greedy algorithm is the simplest heuristic in sequential decision problem that carelessly takes the locally optimal choice at each round, disregarding any advantages of exploring and/or information gathering. Theoretically, it is known…

Machine Learning · Computer Science 2021-01-05 Matthieu Jedor , Jonathan Louëdec , Vianney Perchet

Existing frameworks for evaluating and comparing generative models consider an offline setting, where the evaluator has access to large batches of data produced by the models. However, in practical scenarios, the goal is often to identify…

Machine Learning · Computer Science 2025-03-12 Xiaoyan Hu , Ho-fung Leung , Farzan Farnia

We study the real-valued combinatorial pure exploration problem in the stochastic multi-armed bandit (R-CPE-MAB). We study the case where the size of the action set is polynomial with respect to the number of arms. In such a case, the…

Machine Learning · Computer Science 2025-01-10 Shintaro Nakamura , Masashi Sugiyama

In many web applications, a recommendation is not a single item suggested to a user but a list of possibly interesting contents that may be ranked in some contexts. The combinatorial bandit problem has been studied quite extensively these…

Data Structures and Algorithms · Computer Science 2016-05-27 Hossein Vahabi , Paul Lagrée , Claire Vernade , Olivier Cappé

Very recently crowdsourcing has become the de facto platform for distributing and collecting human computation for a wide range of tasks and applications such as information retrieval, natural language processing and machine learning.…

Machine Learning · Computer Science 2013-05-21 Ittai Abraham , Omar Alonso , Vasilis Kandylas , Aleksandrs Slivkins

Parameter Efficient Fine-Tuning (PEFT) offers an efficient solution for fine-tuning large pretrained language models for downstream tasks. However, most PEFT strategies are manually designed, often resulting in suboptimal performance.…

Computation and Language · Computer Science 2024-10-15 Aofei Chang , Jiaqi Wang , Han Liu , Parminder Bhatia , Cao Xiao , Ting Wang , Fenglong Ma

In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

Machine Learning · Computer Science 2021-03-16 Deeksha Sinha , Karthik Abinav Sankararama , Abbas Kazerouni , Vashist Avadhanula

Contextual multi-armed bandits are a popular choice to model sequential decision-making. E.g., in a healthcare application we may perform various tests to asses a patient condition (exploration) and then decide on the best treatment to give…

Machine Learning · Computer Science 2025-04-08 Mirco Mutti , Jeongyeol Kwon , Shie Mannor , Aviv Tamar

Recent works on Multi-Armed Bandits (MAB) and Combinatorial Multi-Armed Bandits (COM-MAB) show good results on a global accuracy metric. This can be achieved, in the case of recommender systems, with personalization. However, with a…

Machine Learning · Computer Science 2020-09-17 Alexandre Letard , Tassadit Amghar , Olivier Camp , Nicolas Gutowski

In this paper, we explore the use of multi-armed bandit online learning techniques to solve distributed resource selection problems. As an example, we focus on the problem of network selection. Mobile devices often have several wireless…

Computer Science and Game Theory · Computer Science 2018-05-15 Anuja Meetoo Appavoo , Seth Gilbert , Kian-Lee Tan

We study a sequential resource allocation problem involving a fixed number of recurring jobs. At each time-step the manager should distribute available resources among the jobs in order to maximise the expected number of completed jobs.…

Machine Learning · Computer Science 2014-06-17 Tor Lattimore , Koby Crammer , Csaba Szepesvári

The use of cellular networks for massive machine-type communications (mMTC) is an appealing solution due to the availability of the existing infrastructure. However, the massive number of user equipments (UEs) poses a significant challenge…

Signal Processing · Electrical Eng. & Systems 2025-04-22 Ahmed O. Elmeligy , Ioannis Psaromiligkos , Au Minh

Unconscious bias has been shown to influence how we assess our peers, with consequences for hiring, promotions and admissions. In this work, we focus on affinity bias, the component of unconscious bias which leads us to prefer people who…

Machine Learning · Statistics 2025-03-10 Matthew Faw , Constantine Caramanis , Jessica Hoffmann

We introduce a new setting, optimize-and-estimate structured bandits. Here, a policy must select a batch of arms, each characterized by its own context, that would allow it to both maximize reward and maintain an accurate (ideally unbiased)…

Machine Learning · Computer Science 2023-01-25 Peter Henderson , Ben Chugg , Brandon Anderson , Kristen Altenburger , Alex Turk , John Guyton , Jacob Goldin , Daniel E. Ho

This paper proposes near-optimal algorithms for the pure-exploration linear bandit problem in the fixed confidence and fixed budget settings. Leveraging ideas from the theory of suprema of empirical processes, we provide an algorithm whose…

Machine Learning · Computer Science 2020-06-23 Julian Katz-Samuels , Lalit Jain , Zohar Karnin , Kevin Jamieson

Recently multi-armed bandit problem arises in many real-life scenarios where arms must be sampled in batches, due to limited time the agent can wait for the feedback. Such applications include biological experimentation and online…

Machine Learning · Statistics 2023-12-22 Shengyu Cao , Simai He , Ruoqing Jiang , Jin Xu , Hongsong Yuan

Sequential portfolio selection has attracted increasing interests in the machine learning and quantitative finance communities in recent years. As a mathematical framework for reinforcement learning policies, the stochastic multi-armed…

Portfolio Management · Quantitative Finance 2017-09-14 Xiaoguang Huo , Feng Fu